alt Hacker NewsYou should look into condition numbers & how that applies to numerical stability of discretized optimization. If you take a continuous formulation & naively discretize you might get lucky & get a convergent & stable implementation but more often than not you will end up w/ subtle bugs & instabilities for ill-conditioned initial conditions.
I understand that much, but it seems like "your naive timestep may need to be smaller than you think or you need to do some extra work" rather than the more fundamental objection from OP?